[ quantlib-Feature Requests-820783 ] Add method for getting implied volatility in caplet
Posted by
SourceForge.net on
Oct 10, 2003; 9:27am
URL: http://quantlib.414.s1.nabble.com/quantlib-Feature-Requests-820783-Add-method-for-getting-implied-volatility-in-caplet-tp10377.html
Feature Requests item #820783, was opened at 2003-10-09 18:03
Message generated for change (Tracker Item Submitted) made by Item Submitter
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=362740&aid=820783&group_id=12740Category: None
Group: None
Status: Open
Priority: 5
Submitted By: amar singh (asd2003)
Assigned to: Nobody/Anonymous (nobody)
Summary: Add method for getting implied volatility in caplet
Initial Comment:
To add a method 'impliedvolatility' in the cap or
associated classes, to be able to calculate implied
volatility for a caplet.
Thanks!
----------------------------------------------------------------------
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=362740&aid=820783&group_id=12740